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Jingyun Sun

Lanzhou University of Finance and Economics

SCHOLARLY PAPERS

2

DOWNLOADS

161

TOTAL CITATIONS

7

Scholarly Papers (2)

1.

Multi-Perspective Crude Oil Price Forecasting with a New Decomposition-Ensemble Framework

Number of pages: 34 Posted: 23 Dec 2021
affiliation not provided to SSRN, affiliation not provided to SSRN, Lanzhou University of Finance and Economics and affiliation not provided to SSRN
Downloads 104 (669,616)
Citation 7

Abstract:

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Crude oil spot price forecasting, Variational mode decomposition, Internet concern, Macroeconomic variable, Long short term memory network

2.

Research on LSTM-A2C Intelligent Futures Pairs Trading Model Integrating Price Spread Features

Number of pages: 36 Posted: 10 Feb 2026
Jingyun Sun, Penglong Zhai and Zhe He
Lanzhou University of Finance and Economics, Lanzhou University of Finance and Economics and Lanzhou University of Finance and Economics
Downloads 57 (1,000,027)

Abstract:

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Pairs Trading, RL Agent, LSTM Network, A2C Algorithm, Futures Market, Statistical Arbitrage